Heteroscedasticity diagnostics in two-phase linear regression models

DOI10.1080/00949650802058061zbMath1183.62116OpenAlexW2038906979MaRDI QIDQ3638526

Jin-Guan Lin, Yong Li

Publication date: 27 October 2009

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650802058061

zbMATH Keywords

heteroscedasticityMonte Carlo simulationscore testsimultaneous testindividual testtwo-phase linear regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Diagnostics for heteroscedasticity in regression
• Testing for constant variance in a linear model
• Estimating the dimension of a model
• Estimation of common coefficients in two regression equations
• Testing for varying dispersion in exponential family nonlinear models
• Exponential family nonlinear models
• Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity
• Testing for Heteroscedasticity and/or Correlation in Nonlinear Models with Correlated Errors
• Varying Dispersion Diagnostics for Inverse Gaussian Regression Models
• Score Tests for Regression Models
• Testing for Heteroscedasticity in Nonlinear Regression Models
• Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression
• A new look at the statistical model identification
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